All functions

ExpectedTime()

Returns expected hitting time from state i to state j

HigherOrderMarkovChain-class

Higher order Markov Chains class

absorptionProbabilities()

Absorption probabilities

blanden

Mobility between income quartiles

committorAB()

Calculates committor of a markovchain object with respect to set A, B

conditionalDistribution()

conditionalDistribution of a Markov Chain

craigsendi

CD4 cells counts on HIV Infects between zero and six month

ctmc-class dim,ctmc-method initialize,ctmc_method states,ctmc-method steadyStates,ctmc-method plot,ctmc,missing-method

Continuous time Markov Chains class

ctmcFit()

Function to fit a CTMC

expectedRewards()

Expected Rewards for a markovchain

expectedRewardsBeforeHittingA()

Expected first passage Rewards for a set of states in a markovchain

firstPassage()

First passage across states

firstPassageMultiple()

function to calculate first passage probabilities

fitHighOrderMultivarMC()

Function to fit Higher Order Multivariate Markov chain

fitHigherOrder() seq2freqProb() seq2matHigh()

Functions to fit a higher order Markov chain

freq2Generator()

Returns a generator matrix corresponding to frequency matrix

generatorToTransitionMatrix()

Function to obtain the transition matrix from the generator

name()

Method to retrieve name of markovchain object

hittingProbabilities()

Hitting probabilities for markovchain

holson

Holson data set

hommc-class hommc

An S4 class for representing High Order Multivariate Markovchain (HOMMC)

show(<hommc>)

Function to display the details of hommc object

ictmc-class ictmc

An S4 class for representing Imprecise Continuous Time Markovchains

impreciseProbabilityatT()

Calculating full conditional probability using lower rate transition matrix

inferHyperparam()

Function to infer the hyperparameters for Bayesian inference from an a priori matrix or a data set

is.CTMCirreducible()

Check if CTMC is irreducible

is.TimeReversible()

checks if ctmc object is time reversible

is.accessible()

Verify if a state j is reachable from state i.

is.irreducible()

Function to check if a Markov chain is irreducible (i.e. ergodic)

is.regular()

Check if a DTMC is regular

kullback

Example from Kullback and Kupperman Tests for Contingency Tables

markovchain-class *,markovchain,markovchain-method *,markovchain,matrix-method *,markovchain,numeric-method *,matrix,markovchain-method *,numeric,markovchain-method ==,markovchain,markovchain-method !=,markovchain,markovchain-method absorbingStates,markovchain-method transientStates,markovchain-method recurrentStates,markovchain-method transientClasses,markovchain-method recurrentClasses,markovchain-method communicatingClasses,markovchain-method steadyStates,markovchain-method meanNumVisits,markovchain-method is.regular,markovchain-method is.irreducible,markovchain-method is.accessible,markovchain,character,character-method is.accessible,markovchain,missing,missing-method absorptionProbabilities,markovchain-method meanFirstPassageTime,markovchain,character-method meanFirstPassageTime,markovchain,missing-method meanAbsorptionTime,markovchain-method meanRecurrenceTime,markovchain-method conditionalDistribution,markovchain-method hittingProbabilities,markovchain-method canonicForm,markovchain-method coerce,data.frame,markovchain-method coerce,markovchain,data.frame-method coerce,table,markovchain-method coerce,markovchain,igraph-method coerce,markovchain,matrix-method coerce,markovchain,sparseMatrix-method coerce,sparseMatrix,markovchain-method coerce,matrix,markovchain-method coerce,Matrix,markovchain-method coerce,msm,markovchain-method coerce,msm.est,markovchain-method coerce,etm,markovchain-method dim,markovchain-method initialize,markovchain-method names plot,markovchain,missing-method predict,markovchain-method print,markovchain-method show,markovchain-method summary,markovchain-method sort,markovchain-method t,markovchain-method [,markovchain,ANY,ANY,ANY-method ^,markovchain,numeric-method

Markov Chain class

markovchain markovchain-package

Easy Handling Discrete Time Markov Chains

createSequenceMatrix() markovchainFit()

Function to fit a discrete Markov chain

markovchainList-class [[,markovchainList-method dim,markovchainList-method predict,markovchainList-method print,markovchainList-method show,markovchainList-method

Non homogeneus discrete time Markov Chains class

markovchainListFit()

markovchainListFit

markovchainSequence()

Function to generate a sequence of states from homogeneous Markov chains.

meanAbsorptionTime()

Mean absorption time

meanFirstPassageTime()

Mean First Passage Time for irreducible Markov chains

meanNumVisits()

Mean num of visits for markovchain, starting at each state

meanRecurrenceTime()

Mean recurrence time

multinomialConfidenceIntervals()

A function to compute multinomial confidence intervals of DTMC

names(<markovchain>)

Returns the states for a Markov chain object

noofVisitsDist()

return a joint pdf of the number of visits to the various states of the DTMC

ones()

Returns an Identity matrix

predictHommc()

Simulate a higher order multivariate markovchain

predictiveDistribution()

predictiveDistribution

preproglucacon

Preprogluccacon DNA protein bases sequences

priorDistribution()

priorDistribution

probabilityatT()

Calculating probability from a ctmc object

rain

Alofi island daily rainfall

rctmc()

rctmc

rmarkovchain()

Function to generate a sequence of states from homogeneous or non-homogeneous Markov chains.

sales

Sales Demand Sequences

`name<-`()

Method to set name of markovchain object

states()

Defined states of a transition matrix

verifyMarkovProperty() assessOrder() assessStationarity() verifyEmpiricalToTheoretical() verifyHomogeneity()

Various functions to perform statistical inference of DTMC

steadyStates()

Stationary states of a markovchain object

period() communicatingClasses() recurrentClasses() transientClasses() transientStates() recurrentStates() absorbingStates() canonicForm()

Various function to perform structural analysis of DTMC

tm_abs

Single Year Corporate Credit Rating Transititions

transition2Generator()

Return the generator matrix for a corresponding transition matrix

transitionProbability()

Function to get the transition probabilities from initial to subsequent states.

zeros()

Matrix to create zeros